Access Statistics for Steffen Sorensen

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Asset Market Integration Test Based on Observable Macroeconomic Stochastic Discount Factors 0 0 0 224 3 6 8 1,034
Business Cycle Variability, Stock Market Variability, Asymmetries and the Risk Premium 0 0 0 150 1 3 5 613
Extracting inflation expectations and inflation risk premia from the term structure: a joint model of the UK nominal and real yield curves 0 0 1 152 2 6 11 359
Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets 0 0 3 689 6 11 22 1,827
Macroeconomic Sources of Equity Risk 0 0 0 601 6 10 14 2,265
Measuring monetary policy expectations from financial market instruments 0 0 0 96 6 8 17 294
Stress tests of UK banks using a VAR approach 0 0 1 960 3 5 8 2,044
THE ASYMMETRIC EFFECT OF THE BUSINESS CYCLE ON THE RELATION BETWEEN STOCK MARKET RETURNS AND THEIR VOLATILITY 0 0 0 171 1 2 3 488
The Asymmetric Effect of the Business Cycle on the Equity Premium (This is an extensively revised version of earlier paper No. 06/04) 0 0 0 133 3 7 9 400
The Asymmetric Effect of the Business Cycle on the Realtion between Stock Market Returns and their Volatility 0 0 0 164 7 8 10 560
The Equity Premium and the Business Cycle: the Role of Demand and Supply Shocks 0 0 0 135 6 9 10 381
The asymmetric effect of the business cycle on the relation between stock market returns and their volatility 0 0 0 72 4 7 12 232
The integrated impact of credit and interest rate risk on banks: an economic value and capital adequacy perspective 0 0 0 794 3 10 12 2,504
Total Working Papers 0 0 5 4,341 51 92 141 13,001

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
El impacto integrado del riesgo de crédito y de tasa de interés bancarios: una perspectiva del valor económico y suficiencia de capital 0 0 0 4 2 2 4 59
Extracting inflation expectations and inflation risk premia from the term structure: A joint model of the UK nominal and real yield curves 0 1 2 234 3 6 13 564
The equity premium and the business cycle: the role of demand and supply shocks 0 0 0 62 6 6 6 170
The integrated impact of credit and interest rate risk on banks: A dynamic framework and stress testing application 0 1 10 325 2 9 36 804
Total Journal Articles 0 2 12 625 13 23 59 1,597

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Statistics updated 2026-02-12